Multivariate Linear Regression

[tusharmath]

Is there a plan to support multivariate linear regression? Some code -

var LinearRegression, MeanError, _;

_ = require('lodash');

MeanError = Error

LinearRegression = (function() {
  function LinearRegression() {}

  LinearRegression.prototype._hypothesis = function(P, Xi) {
    var tmp;
    if (Xi[0] !== 1) {
      throw new MeanError('x1 should be 1');
    }
    tmp = function(cost, Xij, j) {
      return cost + Xij * P[j];
    };
    return _.reduce(Xi, tmp, 0);
  };

  LinearRegression.prototype._diffWithHypothesis = function(X, Y, P) {
    return _.map(Y, (function(_this) {
      return function(Yi, i) {
        return Yi - _this._hypothesis(P, X[i]);
      };
    })(this));
  };

  LinearRegression.prototype._gradientDescent = function(P, X, Y, al) {
    var hypDiff, m;
    m = X.length;
    if (m !== Y.length) {
      throw new MeanError('labels length not matching training data');
    }
    hypDiff = this._diffWithHypothesis(X, Y, P);
    return _.map(P, function(Pj, j) {
      var func1;
      func1 = function(val, Xi, i) {
        return val + hypDiff[i] * Xi[j];
      };
      return Pj + al / m * _.reduce(X, func1, 0);
    });
  };

  LinearRegression.prototype.train = function(X, Y, epoch, al) {
    var P, n, predict, _i, _results;
    if (epoch == null) {
      epoch = 1000;
    }
    if (al == null) {
      al = 0.1;
    }
    X = _.map(X, function(Xi) {
      Xi.unshift(1);
      return Xi;
    });
    n = X[0].length;
    P = (function() {
      _results = [];
      for (var _i = 0; 0 <= n ? _i < n : _i > n; 0 <= n ? _i++ : _i--){ _results.push(_i); }
      return _results;
    }).apply(this).map(function() {
      return 0;
    });
    _.times(epoch, (function(_this) {
      return function() {
        return P = _this._gradientDescent(P, X, Y, al);
      };
    })(this));
    predict = (function(_this) {
      return function(testXi) {
        testXi.unshift(1);
        return _this._hypothesis(P, testXi);
      };
    })(this);
    return {
      predict: predict
    };
  };

  return LinearRegression;

})();

module.exports = LinearRegression;

[tmcw]

It's certainly possible: can you point to some implementations of this in other systems that are good examples?

[tusharmath]

As a matter of fact I created this issue because I couldn't find anything good.

[tusharmath]

@tmcw Found one - https://github.com/NaturalNode/natural

[tmcw]

Hm, where specifically is their implementation? I'm seeing this in the apparatus project that they use, but it's logistic

[tmcw]

seeing https://github.com/dambalah/shaman too

[mcclella]

jStat has a multiple regression function at http://jstat.github.io/models.html#regression_Models